+3,388.4%
CSGP vs ALL
+1,030.9%
+2,357.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | +13.9% | +4.2% | +9.7% | +12.4% |
| 30D | +16.0% | +18.9% | -2.9% | +9.9% |
| 3M | +6.1% | +1.2% | +4.9% | +5.8% |
| 6M | -8.2% | +23.2% | -31.4% | -14.1% |
| YTD | -52.3% | +30.0% | -82.3% | -56.4% |
| 1Y | -54.5% | +39.6% | -94.1% | -59.4% |
| 3Y | -58.6% | +115.2% | -173.8% | -68.5% |
| 5Y | -61.5% | +156.2% | -217.7% | -73.0% |
| 10Y | +74.7% | +398.0% | -323.3% | -2.9% |
| All | +3,388.4% | +1,030.9% | +2,357.6% | +1,470.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling